+215.5%
COF vs XYZ
+606.0%
-390.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.7% |
| 7D | -6.1% | -5.2% | -0.9% | -4.8% |
| 30D | -5.2% | 0.0% | -5.2% | -5.2% |
| 3M | +17.0% | +18.7% | -1.7% | +11.7% |
| 6M | +12.9% | +20.5% | -7.6% | +7.0% |
| YTD | -13.5% | +21.5% | -35.0% | -19.1% |
| 1Y | -5.9% | +7.2% | -13.1% | -9.4% |
| 3Y | +117.1% | +49.0% | +68.2% | +82.6% |
| 5Y | +45.4% | -68.1% | +113.5% | +62.2% |
| 10Y | +244.1% | +601.6% | -357.5% | +85.9% |
| All | +215.5% | +606.0% | -390.5% | +61.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded XYZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling